| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3,450.0 |
3,458.0 |
8.0 |
0.2% |
3,526.0 |
| High |
3,459.0 |
3,489.0 |
30.0 |
0.9% |
3,531.0 |
| Low |
3,425.0 |
3,447.0 |
22.0 |
0.6% |
3,429.0 |
| Close |
3,441.0 |
3,472.0 |
31.0 |
0.9% |
3,445.0 |
| Range |
34.0 |
42.0 |
8.0 |
23.5% |
102.0 |
| ATR |
42.5 |
42.9 |
0.4 |
0.9% |
0.0 |
| Volume |
824,135 |
838,100 |
13,965 |
1.7% |
4,666,128 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,595.3 |
3,575.7 |
3,495.1 |
|
| R3 |
3,553.3 |
3,533.7 |
3,483.6 |
|
| R2 |
3,511.3 |
3,511.3 |
3,479.7 |
|
| R1 |
3,491.7 |
3,491.7 |
3,475.9 |
3,501.5 |
| PP |
3,469.3 |
3,469.3 |
3,469.3 |
3,474.3 |
| S1 |
3,449.7 |
3,449.7 |
3,468.2 |
3,459.5 |
| S2 |
3,427.3 |
3,427.3 |
3,464.3 |
|
| S3 |
3,385.3 |
3,407.7 |
3,460.5 |
|
| S4 |
3,343.3 |
3,365.7 |
3,448.9 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,774.3 |
3,711.7 |
3,501.1 |
|
| R3 |
3,672.3 |
3,609.7 |
3,473.1 |
|
| R2 |
3,570.3 |
3,570.3 |
3,463.7 |
|
| R1 |
3,507.7 |
3,507.7 |
3,454.4 |
3,488.0 |
| PP |
3,468.3 |
3,468.3 |
3,468.3 |
3,458.5 |
| S1 |
3,405.7 |
3,405.7 |
3,435.7 |
3,386.0 |
| S2 |
3,366.3 |
3,366.3 |
3,426.3 |
|
| S3 |
3,264.3 |
3,303.7 |
3,417.0 |
|
| S4 |
3,162.3 |
3,201.7 |
3,388.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,525.0 |
3,425.0 |
100.0 |
2.9% |
45.6 |
1.3% |
47% |
False |
False |
941,891 |
| 10 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
41.9 |
1.2% |
43% |
False |
False |
838,506 |
| 20 |
3,553.0 |
3,425.0 |
128.0 |
3.7% |
43.7 |
1.3% |
37% |
False |
False |
850,651 |
| 40 |
3,601.0 |
3,425.0 |
176.0 |
5.1% |
39.2 |
1.1% |
27% |
False |
False |
728,332 |
| 60 |
3,634.0 |
3,425.0 |
209.0 |
6.0% |
36.9 |
1.1% |
22% |
False |
False |
486,054 |
| 80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.9 |
1.0% |
49% |
False |
False |
364,613 |
| 100 |
3,634.0 |
3,289.0 |
345.0 |
9.9% |
33.8 |
1.0% |
53% |
False |
False |
292,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,667.5 |
|
2.618 |
3,599.0 |
|
1.618 |
3,557.0 |
|
1.000 |
3,531.0 |
|
0.618 |
3,515.0 |
|
HIGH |
3,489.0 |
|
0.618 |
3,473.0 |
|
0.500 |
3,468.0 |
|
0.382 |
3,463.0 |
|
LOW |
3,447.0 |
|
0.618 |
3,421.0 |
|
1.000 |
3,405.0 |
|
1.618 |
3,379.0 |
|
2.618 |
3,337.0 |
|
4.250 |
3,268.5 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,470.7 |
3,469.2 |
| PP |
3,469.3 |
3,466.3 |
| S1 |
3,468.0 |
3,463.5 |
|